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Non-Gaussian Behavior of Some Commodities Prices Empirical Evidences in Brazilian Markets

https://doi.org/10.2139/ssrn.2061401

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Outgoing claims: the papers this work cites, builds on, or argues with.

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The variation of certain speculative prices

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Measuring the strangeness of strange attractors

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Financial Risk and Heavy Tails

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Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns

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Long memory in energy futures prices

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Econophysics: financial time series from a statistical physics point of view

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Fractional market dynamics

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Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

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Introduction: why nonlinear methods?

inferredcites →https://doi.org/10.1086/258792openalex-extracted

New Methods in Statistical Economics

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The Variation of Certain Speculative Prices

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Louis Bachelier's Theory of Speculation: The Origins of Modern Finance

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Portfolio selection with heavy tails

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